【摘要】 商业银行风险管理的核心问题是商业银行资本和风险精确地匹配。本文借鉴国际经验,结合我国商业银行的实际情况,提出了从资本配置的角度对商业银行的整体经营风险进行有效地控制和管理。商业银行的风险管理应建立呆帐准备金、资本充足率、存款保险制度三道防线,在商业银行内部需要建立以VaR为基础的风险评估框架模型,使资本和风险匹配更加精确。更多还原

【Abstract】 The core issue of bank risk-management is the matching of capital and risk.Using the wes-tern experiences for reference,combining the actual condition of our native banking,the paper puts forward a method to control and manage the whole risk of bank management from the view of capital configuration.Three lines of defenses should be set up in the bank risk-management,which are loss loan provisioning,capital adequacy and deposit insurance.A risk evaluation frame in the bank based on VaR should be founded to match the capital and risk more accurately.更多还原